Decentralized moving horizon estimation for large-scale networks of interconnected unconstrained linear systems

This paper addresses the problem of designing a decentralized state estimation solution for a large-scale network of interconnected unconstrained linear time invariant (LTI) systems. The problem is tackled in a novel moving horizon estimation (MHE) framework, while taking into account the limited co...

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Bibliographic Details
Published in:IEEE transactions on control of network systems Vol. 10; no. 4; pp. 1 - 12
Main Authors: Pedroso, Leonardo, Batista, Pedro
Format: Journal Article
Language:English
Published: Piscataway IEEE 01.12.2023
The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subjects:
Control systems
Couplings
Decision/Estimation Theory
Distributed Algorithms/Control
Distributed memory
Estimation
Linear systems
Moving Horizon Estimation
Networked Control Systems
Networks of Autonomous Agents
Observers
Optimization
Sensors
Stability analysis
State estimation
Time invariant systems
ISSN:2325-5870, 2372-2533
Online Access:Get full text
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Summary:This paper addresses the problem of designing a decentralized state estimation solution for a large-scale network of interconnected unconstrained linear time invariant (LTI) systems. The problem is tackled in a novel moving horizon estimation (MHE) framework, while taking into account the limited communication capabilities and the restricted computational power and memory, which are distributed across the network. The proposed design is motivated by the fact that, in a decentralized setting, a Luenberguer-based framework is unable to leverage the full potential of the available local information. A method is derived to solve a relaxed version of the resulting optimization problem. It can be synthesized offline and its stability can be assessed prior to deployment. It is shown that the proposed approach allows for significant improvement on the performance of recent Luenberger-based filters. Furthermore, we show that a state-of-the-art distributed MHE solution with comparable requirements underperforms in comparison to the proposed solution.
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ISSN:2325-5870
2372-2533
DOI:10.1109/TCNS.2023.3244086